fmincon algorithm step by step
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Hello!
I'm using fmincon in my optimization problem. Do you have any idea what is the exact algorithm (step by step) used in avctive-set ? the support in the Mathworks site is not suitable for me.
Thx
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Accepted Answer
Alan Weiss
on 12 Jun 2013
Edited: Alan Weiss
on 12 Jun 2013
In what way do you find the explanation of the various algorithms to be inadequate? There are also plenty of references in the bibliography for more details.
You are free to read the code for the active-set algorithm. Execute
edit fmincon
and you can read through the code. When you come to a function that fmincon calls, highlight the name and press control-D to edit that function, too.
Alan Weiss
MATLAB mathematical toolbox documentation
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